Vol: 43 Page: 29

Authors:
Zofia Hanusz
Joanna Tarasińska

Title:
 How to get p-value for multivariate normality

Language: English

Keywords:
multivariate normality
Shapiro Wilk W statistic
R software
p-value

Summary:
The idea how to get p-value for multivariate normality using R software is presented. This idea combines p-values of Shapiro-Wilk W statistics, calculated for principal components of the sample covariance matrix, with four statistics based on combination of independent p-values. The example with R commands is given.

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